+448.7%
AXP vs FTI
+184.4%
+264.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -2.2% |
| 7D | +0.6% | -7.6% | +8.2% | +3.1% |
| 30D | +5.8% | -7.1% | +13.0% | +7.9% |
| 3M | -6.0% | -8.7% | +2.7% | -4.0% |
| 6M | +0.3% | -14.0% | +14.3% | +3.6% |
| YTD | -12.3% | +42.8% | -55.1% | -24.3% |
| 1Y | -11.2% | +50.4% | -61.6% | -24.8% |
| 3Y | +117.0% | +194.1% | -77.1% | +42.2% |
| 5Y | +93.2% | +775.2% | -682.0% | -19.8% |
| All | +448.7% | +184.4% | +264.3% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling